Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2009.01.02 07:00 - 2010.06.22 23:20 (2009.01.01 - 2010.06.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters
Bars in test	103142	Ticks modelled	14757073	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	20484.22	Gross profit	30268.56	Gross loss	-9784.34
Profit factor	3.09	Expected payoff	196.96
Absolute drawdown	895.13	Maximal drawdown	3505.86 (11.15%)	Relative drawdown	11.15% (3505.86)
Total trades	104	Short positions (won %)	35 (85.71%)	Long positions (won %)	69 (82.61%)
		Profit trades (% of total)	87 (83.65%)	Loss trades (% of total)	17 (16.35%)
Largest		profit trade	606.88	loss trade	-1490.03
Average		profit trade	347.91	loss trade	-575.55
Maximum		consecutive wins (profit in money)	16 (4336.73)	consecutive losses (loss in money)	2 (-2914.19)
Maximal		consecutive profit (count of wins)	4336.73 (16)	consecutive loss (count of losses)	-2914.19 (2)
Average		consecutive wins	6	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.02 09:49	buy	1	2.00	1.06890	1.06610	1.07000
2	2009.01.02 10:19	s/l	1	2.00	1.06610	1.06610	1.07000	-525.28	9474.72
3	2009.01.05 01:58	buy	2	1.80	1.07290	1.07010	1.07400
4	2009.01.05 02:16	t/p	2	1.80	1.07400	1.07010	1.07400	184.36	9659.08
5	2009.01.05 09:01	buy	3	1.90	1.07580	1.07300	1.07690
6	2009.01.05 09:04	t/p	3	1.90	1.07690	1.07300	1.07690	194.08	9853.16
7	2009.01.05 09:06	buy	4	1.90	1.07560	1.07280	1.07670
8	2009.01.05 09:58	t/p	4	1.90	1.07670	1.07280	1.07670	194.11	10047.27
9	2009.01.06 01:59	buy	5	2.00	1.10740	1.10460	1.10850
10	2009.01.06 02:00	t/p	5	2.00	1.10850	1.10460	1.10850	198.45	10245.72
11	2009.01.06 16:24	buy	6	2.00	1.12081	1.11801	1.12191
12	2009.01.06 16:32	t/p	6	2.00	1.12191	1.11801	1.12191	196.08	10441.80
13	2009.01.07 17:50	sell	7	2.00	1.10122	1.10382	1.10012
14	2009.01.07 17:58	t/p	7	2.00	1.10012	1.10382	1.10012	199.98	10641.78
15	2009.01.07 20:34	sell	8	2.10	1.09974	1.10234	1.09864
16	2009.01.07 21:16	s/l	8	2.10	1.10234	1.10234	1.09864	-495.28	10146.50
17	2009.01.08 06:19	buy	9	2.00	1.10316	1.10036	1.10426
18	2009.01.08 08:05	close	9	2.00	1.10260	1.10036	1.10426	-101.58	10044.92
19	2009.01.12 21:10	sell	10	2.00	1.11540	1.11800	1.11430
20	2009.01.12 21:16	t/p	10	2.00	1.11430	1.11800	1.11430	197.46	10242.38
21	2009.01.13 09:39	buy	11	2.00	1.11830	1.11550	1.11940
22	2009.01.13 09:47	t/p	11	2.00	1.11940	1.11550	1.11940	196.53	10438.91
23	2009.01.13 10:04	buy	12	2.00	1.11650	1.11370	1.11760
24	2009.01.13 10:12	t/p	12	2.00	1.11760	1.11370	1.11760	196.85	10635.76
25	2009.01.16 06:49	sell	13	2.10	1.11995	1.12255	1.11885
26	2009.01.16 07:54	t/p	13	2.10	1.11885	1.12255	1.11885	206.47	10842.23
27	2009.01.21 23:13	buy	14	2.10	1.15090	1.14810	1.15200
28	2009.01.21 23:15	t/p	14	2.10	1.15200	1.14810	1.15200	200.52	11042.75
29	2009.01.22 03:52	buy	15	2.20	1.15330	1.15050	1.15440
30	2009.01.22 03:53	t/p	15	2.20	1.15440	1.15050	1.15440	209.62	11252.37
31	2009.01.22 03:54	buy	16	2.20	1.15342	1.15062	1.15452
32	2009.01.22 03:59	t/p	16	2.20	1.15452	1.15062	1.15452	209.60	11461.97
33	2009.01.26 01:11	sell	17	2.20	1.15875	1.16135	1.15765
34	2009.01.26 01:26	s/l	17	2.20	1.16135	1.16135	1.15765	-492.48	10969.49
35	2009.01.27 02:09	sell	18	2.10	1.14090	1.14350	1.13980
36	2009.01.27 02:48	t/p	18	2.10	1.13980	1.14350	1.13980	202.67	11172.16
37	2009.01.29 11:08	buy	19	2.20	1.15381	1.15101	1.15491
38	2009.01.29 11:15	t/p	19	2.20	1.15491	1.15101	1.15491	209.54	11381.70
39	2009.02.02 21:26	sell	20	2.20	1.16230	1.16490	1.16120
40	2009.02.02 23:09	t/p	20	2.20	1.16120	1.16490	1.16120	208.41	11590.11
41	2009.02.03 19:40	sell	21	2.30	1.14744	1.15004	1.14634
42	2009.02.03 21:03	t/p	21	2.30	1.14634	1.15004	1.14634	220.70	11810.81
43	2009.02.04 00:44	sell	22	2.30	1.14476	1.14736	1.14366
44	2009.02.04 01:22	t/p	22	2.30	1.14366	1.14736	1.14366	221.22	12032.03
45	2009.02.04 15:34	buy	23	2.40	1.15755	1.15475	1.15865
46	2009.02.04 15:35	t/p	23	2.40	1.15865	1.15475	1.15865	227.85	12259.88
47	2009.02.04 16:14	buy	24	2.40	1.15603	1.15323	1.15713
48	2009.02.04 16:16	t/p	24	2.40	1.15713	1.15323	1.15713	228.14	12488.02
49	2009.02.04 17:16	buy	25	2.40	1.15505	1.15225	1.15615
50	2009.02.04 17:19	t/p	25	2.40	1.15615	1.15225	1.15615	228.34	12716.36
51	2009.02.05 18:04	buy	26	2.50	1.16196	1.15916	1.16306
52	2009.02.05 18:19	t/p	26	2.50	1.16306	1.15916	1.16306	236.44	12952.80
53	2009.02.10 07:37	buy	27	2.50	1.17188	1.16908	1.17298
54	2009.02.10 08:01	t/p	27	2.50	1.17298	1.16908	1.17298	234.41	13187.21
55	2009.02.10 10:14	buy	28	2.60	1.16731	1.16451	1.16841
56	2009.02.10 10:16	t/p	28	2.60	1.16841	1.16451	1.16841	244.75	13431.96
57	2009.02.10 19:36	sell	29	2.60	1.15707	1.15967	1.15597
58	2009.02.10 19:50	t/p	29	2.60	1.15597	1.15967	1.15597	247.42	13679.38
59	2009.02.10 21:21	sell	30	2.70	1.15964	1.16224	1.15854
60	2009.02.10 21:48	t/p	30	2.70	1.15854	1.16224	1.15854	256.37	13935.75
61	2009.02.12 14:12	buy	31	2.70	1.16177	1.15897	1.16287
62	2009.02.12 14:31	s/l	31	2.70	1.15897	1.15897	1.16287	-652.31	13283.44
63	2009.02.12 18:16	buy	32	2.60	1.16373	1.16093	1.16483
64	2009.02.12 18:31	s/l	32	2.60	1.16093	1.16093	1.16483	-627.10	12656.34
65	2009.02.12 18:31	buy	33	2.50	1.16110	1.15830	1.16220
66	2009.02.12 18:32	t/p	33	2.50	1.16220	1.15830	1.16220	236.62	12892.96
67	2009.02.16 18:47	sell	34	2.50	1.16390	1.16650	1.16280
68	2009.02.16 18:55	t/p	34	2.50	1.16280	1.16650	1.16280	236.51	13129.47
69	2009.02.18 13:31	buy	35	2.60	1.17100	1.16820	1.17210
70	2009.02.18 13:36	t/p	35	2.60	1.17210	1.16820	1.17210	244.00	13373.47
71	2009.02.18 20:38	buy	36	2.60	1.17551	1.17271	1.17661
72	2009.02.18 20:59	t/p	36	2.60	1.17661	1.17271	1.17661	243.06	13616.53
73	2009.02.20 14:46	buy	37	2.70	1.18243	1.17963	1.18353
74	2009.02.20 14:53	t/p	37	2.70	1.18353	1.17963	1.18353	250.92	13867.45
75	2009.02.23 10:19	sell	38	2.70	1.15530	1.15790	1.15420
76	2009.02.23 10:21	t/p	38	2.70	1.15420	1.15790	1.15420	257.32	14124.77
77	2009.02.26 16:47	sell	39	2.80	1.16450	1.16710	1.16340
78	2009.02.26 16:49	t/p	39	2.80	1.16340	1.16710	1.16340	264.74	14389.51
79	2009.03.05 14:56	buy	40	2.80	1.17380	1.17100	1.17490
80	2009.03.05 15:05	t/p	40	2.80	1.17490	1.17100	1.17490	262.15	14651.66
81	2009.03.06 11:09	sell	41	2.90	1.15537	1.15797	1.15427
82	2009.03.06 12:40	t/p	41	2.90	1.15427	1.15797	1.15427	276.38	14928.04
83	2009.03.06 14:51	sell	42	2.90	1.15792	1.16052	1.15682
84	2009.03.06 14:56	t/p	42	2.90	1.15682	1.16052	1.15682	275.77	15203.81
85	2009.03.09 09:59	buy	43	3.00	1.15780	1.15500	1.15890
86	2009.03.09 10:16	t/p	43	3.00	1.15890	1.15500	1.15890	284.75	15488.56
87	2009.03.09 16:21	buy	44	3.00	1.16110	1.15830	1.16220
88	2009.03.09 16:22	t/p	44	3.00	1.16220	1.15830	1.16220	283.94	15772.50
89	2009.03.12 21:17	buy	45	3.10	1.18481	1.18201	1.18591
90	2009.03.12 22:12	t/p	45	3.10	1.18591	1.18201	1.18591	287.54	16060.04
91	2009.03.16 15:23	sell	46	3.20	1.18520	1.18780	1.18410
92	2009.03.16 15:26	t/p	46	3.20	1.18410	1.18780	1.18410	297.27	16357.31
93	2009.03.19 19:03	sell	47	3.20	1.12520	1.12780	1.12410
94	2009.03.19 19:22	t/p	47	3.20	1.12410	1.12780	1.12410	313.14	16670.45
95	2009.03.23 01:04	buy	48	3.30	1.12405	1.12125	1.12515
96	2009.03.23 01:19	t/p	48	3.30	1.12515	1.12125	1.12515	322.62	16993.07
97	2009.03.23 18:55	buy	49	3.30	1.12634	1.12354	1.12744
98	2009.03.23 19:21	s/l	49	3.30	1.12354	1.12354	1.12744	-822.43	16170.64
99	2009.03.26 14:04	buy	50	3.20	1.12292	1.12012	1.12402
100	2009.03.26 14:22	t/p	50	3.20	1.12402	1.12012	1.12402	313.16	16483.80
101	2009.03.31 18:07	sell	51	3.20	1.14030	1.14290	1.13920
102	2009.03.31 18:09	t/p	51	3.20	1.13920	1.14290	1.13920	308.99	16792.79
103	2009.03.31 19:06	sell	52	3.30	1.14093	1.14353	1.13983
104	2009.03.31 19:09	t/p	52	3.30	1.13983	1.14353	1.13983	318.49	17111.28
105	2009.04.07 22:19	buy	53	3.40	1.14145	1.13865	1.14255
106	2009.04.07 22:29	t/p	53	3.40	1.14255	1.13865	1.14255	327.33	17438.61
107	2009.04.08 13:42	buy	54	3.40	1.14569	1.14289	1.14679
108	2009.04.08 14:33	t/p	54	3.40	1.14679	1.14289	1.14679	326.12	17764.73
109	2009.04.10 05:12	buy	55	3.50	1.15718	1.15438	1.15828
110	2009.04.10 05:15	t/p	55	3.50	1.15828	1.15438	1.15828	332.39	18097.12
111	2009.04.14 03:13	sell	56	3.60	1.13509	1.13769	1.13399
112	2009.04.14 04:58	close	56	3.60	1.13563	1.13769	1.13399	-171.18	17925.94
113	2009.04.15 13:40	buy	57	3.50	1.13928	1.13648	1.14038
114	2009.04.15 13:53	t/p	57	3.50	1.14038	1.13648	1.14038	337.60	18263.54
115	2009.04.16 14:59	buy	58	3.60	1.14618	1.14338	1.14728
116	2009.04.16 16:44	close	58	3.60	1.14652	1.14338	1.14728	106.76	18370.30
117	2009.04.22 19:04	sell	59	3.60	1.16433	1.16693	1.16323
118	2009.04.22 20:49	close	59	3.60	1.16438	1.16693	1.16323	-15.46	18354.84
119	2009.04.27 17:10	buy	60	3.60	1.14617	1.14337	1.14727
120	2009.04.27 17:15	t/p	60	3.60	1.14727	1.14337	1.14727	345.17	18700.01
121	2009.04.29 21:19	sell	61	3.70	1.13649	1.13909	1.13539
122	2009.04.29 21:59	t/p	61	3.70	1.13539	1.13909	1.13539	358.47	19058.48
123	2009.05.01 02:07	buy	62	3.80	1.13913	1.13633	1.14023
124	2009.05.01 02:35	t/p	62	3.80	1.14023	1.13633	1.14023	366.58	19425.06
125	2009.05.06 08:54	buy	63	3.80	1.13435	1.13155	1.13545
126	2009.05.06 10:39	close	63	3.80	1.13411	1.13155	1.13545	-80.42	19344.64
127	2009.05.07 13:07	buy	64	3.80	1.13532	1.13252	1.13642
128	2009.05.07 13:13	t/p	64	3.80	1.13642	1.13252	1.13642	367.82	19712.46
129	2009.05.20 18:51	sell	65	3.90	1.10153	1.10413	1.10043
130	2009.05.20 20:16	t/p	65	3.90	1.10043	1.10413	1.10043	389.86	20102.32
131	2009.06.01 14:18	sell	66	4.00	1.06603	1.06863	1.06493
132	2009.06.01 15:06	t/p	66	4.00	1.06493	1.06863	1.06493	413.17	20515.49
133	2009.06.15 15:57	buy	67	4.10	1.08814	1.08534	1.08924
134	2009.06.15 16:14	t/p	67	4.10	1.08924	1.08534	1.08924	414.05	20929.54
135	2009.06.16 16:26	sell	68	4.10	1.08708	1.08968	1.08598
136	2009.06.16 17:33	t/p	68	4.10	1.08598	1.08968	1.08598	415.29	21344.83
137	2009.06.22 17:05	buy	69	4.20	1.08564	1.08284	1.08674
138	2009.06.22 18:39	t/p	69	4.20	1.08674	1.08284	1.08674	425.12	21769.95
139	2009.06.30 19:18	buy	70	4.30	1.08497	1.08217	1.08607
140	2009.06.30 19:52	t/p	70	4.30	1.08607	1.08217	1.08607	435.52	22205.47
141	2009.07.08 07:52	buy	71	4.40	1.08841	1.08561	1.08951
142	2009.07.08 08:25	t/p	71	4.40	1.08951	1.08561	1.08951	444.24	22649.71
143	2009.07.14 23:36	buy	72	4.50	1.08846	1.08566	1.08956
144	2009.07.15 01:21	close	72	4.50	1.08874	1.08566	1.08956	113.22	22762.93
145	2009.07.30 03:24	buy	73	4.50	1.08632	1.08352	1.08742
146	2009.07.30 05:09	close	73	4.50	1.08541	1.08352	1.08742	-377.28	22385.65
147	2009.08.06 15:43	buy	74	4.40	1.06204	1.05924	1.06314
148	2009.08.06 15:52	t/p	74	4.40	1.06314	1.05924	1.06314	455.26	22840.91
149	2009.09.14 10:39	buy	75	4.50	1.03869	1.03589	1.03979
150	2009.09.14 11:39	t/p	75	4.50	1.03979	1.03589	1.03979	476.05	23316.96
151	2009.09.28 08:19	buy	76	4.60	1.03336	1.03056	1.03446
152	2009.09.28 08:49	t/p	76	4.60	1.03446	1.03056	1.03446	489.14	23806.10
153	2009.09.30 19:26	buy	77	4.70	1.03489	1.03209	1.03599
154	2009.09.30 19:58	t/p	77	4.70	1.03599	1.03209	1.03599	499.04	24305.14
155	2009.10.01 17:55	buy	78	4.80	1.03976	1.03696	1.04086
156	2009.10.01 17:59	t/p	78	4.80	1.04086	1.03696	1.04086	507.27	24812.41
157	2009.10.21 22:44	sell	79	4.90	1.00727	1.00987	1.00617
158	2009.10.21 23:27	t/p	79	4.90	1.00617	1.00987	1.00617	535.70	25348.11
159	2009.10.22 14:44	buy	80	5.00	1.00723	1.00443	1.00833
160	2009.10.22 16:02	t/p	80	5.00	1.00833	1.00443	1.00833	545.44	25893.55
161	2009.11.02 19:53	sell	81	5.10	1.02077	1.02337	1.01967
162	2009.11.02 20:00	s/l	81	5.10	1.02337	1.02337	1.01967	-1295.72	24597.83
163	2009.11.03 17:44	buy	82	4.90	1.02979	1.02699	1.03089
164	2009.11.03 18:17	t/p	82	4.90	1.03089	1.02699	1.03089	522.85	25120.68
165	2009.11.19 18:57	buy	83	5.00	1.01505	1.01225	1.01615
166	2009.11.19 20:42	close	83	5.00	1.01366	1.01225	1.01615	-685.63	24435.05
167	2009.11.30 07:23	sell	84	4.80	1.00382	1.00642	1.00272
168	2009.11.30 07:29	t/p	84	4.80	1.00272	1.00642	1.00272	526.58	24961.63
169	2009.12.01 01:49	buy	85	4.90	1.00359	1.00079	1.00469
170	2009.12.01 02:54	t/p	85	4.90	1.00469	1.00079	1.00469	536.48	25498.11
171	2009.12.09 21:37	buy	86	5.00	1.02693	1.02413	1.02803
172	2009.12.09 23:22	close	86	5.00	1.02651	1.02413	1.02803	-204.58	25293.53
173	2009.12.31 15:32	sell	87	5.00	1.03175	1.03435	1.03065
174	2009.12.31 15:59	t/p	87	5.00	1.03065	1.03435	1.03065	533.68	25827.21
175	2010.01.11 09:30	sell	88	5.10	1.01916	1.02176	1.01806
176	2010.01.11 09:50	t/p	88	5.10	1.01806	1.02176	1.01806	551.05	26378.26
177	2010.01.14 15:31	buy	89	5.20	1.01916	1.01636	1.02026
178	2010.01.14 15:32	t/p	89	5.20	1.02026	1.01636	1.02026	560.64	26938.90
179	2010.02.05 09:04	buy	90	5.30	1.07159	1.06879	1.07269
180	2010.02.05 09:38	t/p	90	5.30	1.07269	1.06879	1.07269	543.48	27482.38
181	2010.02.19 10:50	buy	91	5.40	1.08594	1.08314	1.08704
182	2010.02.19 12:35	close	91	5.40	1.08529	1.08314	1.08704	-323.42	27158.96
183	2010.02.23 18:01	buy	92	5.40	1.07926	1.07646	1.08036
184	2010.02.23 18:05	t/p	92	5.40	1.08036	1.07646	1.08036	549.82	27708.78
185	2010.03.26 10:06	buy	93	5.50	1.06829	1.06549	1.06939
186	2010.03.26 10:15	t/p	93	5.50	1.06939	1.06549	1.06939	565.74	28274.52
187	2010.04.12 09:29	sell	94	5.60	1.06031	1.06291	1.05921
188	2010.04.12 10:00	t/p	94	5.60	1.05921	1.06291	1.05921	581.57	28856.09
189	2010.05.05 19:03	buy	95	5.70	1.11075	1.10795	1.11185
190	2010.05.05 19:23	t/p	95	5.70	1.11185	1.10795	1.11185	563.92	29420.01
191	2010.05.06 03:28	buy	96	5.80	1.11580	1.11300	1.11690
192	2010.05.06 04:23	t/p	96	5.80	1.11690	1.11300	1.11690	571.22	29991.23
193	2010.05.06 18:49	sell	97	5.90	1.11139	1.11399	1.11029
194	2010.05.06 18:53	t/p	97	5.90	1.11029	1.11399	1.11029	584.54	30575.77
195	2010.05.10 03:51	sell	98	6.10	1.10685	1.10945	1.10575
196	2010.05.10 03:52	t/p	98	6.10	1.10575	1.10945	1.10575	606.88	31182.65
197	2010.06.01 14:09	buy	99	6.20	1.16790	1.16510	1.16900
198	2010.06.01 15:40	s/l	99	6.20	1.16510	1.16510	1.16900	-1490.03	29692.62
199	2010.06.01 16:18	buy	100	5.90	1.16279	1.15999	1.16389
200	2010.06.01 16:40	s/l	100	5.90	1.15999	1.15999	1.16389	-1424.16	28268.46
201	2010.06.03 21:43	buy	101	5.60	1.15386	1.15106	1.15496
202	2010.06.03 21:55	t/p	101	5.60	1.15496	1.15106	1.15496	533.35	28801.81
203	2010.06.07 08:02	buy	102	5.70	1.16377	1.16097	1.16487
204	2010.06.07 08:27	t/p	102	5.70	1.16487	1.16097	1.16487	538.26	29340.07
205	2010.06.15 12:34	buy	103	5.80	1.14320	1.14040	1.14430
206	2010.06.15 14:11	t/p	103	5.80	1.14430	1.14040	1.14430	557.53	29897.60
207	2010.06.21 04:21	sell	104	5.90	1.10743	1.11003	1.10633
208	2010.06.21 05:01	t/p	104	5.90	1.10633	1.11003	1.10633	586.62	30484.22